Análisis y Predicción de Series Temporales
2024-09-27
Lab 1
Lab. 1 Decomposition
Lab. 1. Additional code, Stochastic Processes
R Source Code
Lab 2
Lab. 2 ARMA models
R Source Code
Suggested Reading:
Ch.09 of FPP3, Sections 9.1 to 9.5
Ch.11 of
Krispin (2019)
For more mathematical background
up to Ch02 of
Shumway and Stoffer (2017)
Lab 4
Lab. 4 ARIMA models
R Source Code
Suggested Reading:
Ch.09 of FPP3, Sections 9.1 to 9.5
. For the second edition see
Chapter 8 of FPP2, Sections 8.1 to 8.8
Ch.11 of
Krispin (2019)
Ch02 of
Shumway and Stoffer (2017)
References
Krispin, Rami. 2019.
Hands-on Time Series Analysis with r: Perform Time Series Analysis and Forecasting Using r
. Packt Publishing Ltd.
https://github.com/PacktPublishing/Hands-On-Time-Series-Analysis-with-R
.
Shumway, R. H., and D. S. Stoffer. 2017.
Time Series Analysis and Its Applications: With r Examples
. Springer Texts in Statistics. Springer International Publishing.
https://link.springer.com/book/10.1007/978-3-319-52452-8
.